Exception.Create() problem in ISAPI Web DLL

Good Morning:
I am currently converting my Delphi Win32 application to ISAPI DLL Web Server Application.

I have done some experiments with Exception.Create function in both projects:

For Delphi Win32 application, Exception.Create() function generate  dialog box with OK button, once i click that OK button, it exits from all the functions/procedures and return nothing.
This is how Exception works ..(see attached code: Part A)

But, for ISAPI DLL Web Server Applications, it return me the "Internal Server Error", i know it is because the dialog box problem ....(see attached code: Part B)

my question is :
is there anyway to use other function instead of Exception.Create() in my DLL project so that wherenever exception is met, my DLL can exit from all the functions/procedures without generating an error?

thanks

Part A:
procedure TForm1.Button1Click(Sender: TObject);
begin
  if TestFunction then
    showmessage('hello');
end;

function TForm1.TestFunction:Boolean;
  procedure RaiseException(const msg : string);
  begin
    raise Exception.Create(msg);
  end;

var
  a : integer;
begin
  result := false;
  a := 1;
  if a = 1 then
    RaiseException('Wrong Data');
  result := true;
end;


Part B:
procedure TWebModule1.WebModule1WebActionItem1Action(Sender: TObject;
  Request: TWebRequest; Response: TWebResponse; var Handled: Boolean);
begin
  if TestFunction then
    response.content := 'testing completed';
end;

function TWebModule1.TestFunction:Boolean;
  procedure RaiseException(const msg : string);
  begin
    raise Exception.Create(msg);
  end;

var
  a : integer;
begin
  result := false;
  a := 1;
  if a = 1 then
    raiseexception('Wrong Data');
  result := true;
end;